+130.3%
AA vs BURL
+1,021.0%
-890.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.7% | -4.9% | +0.3% |
| 7D | +0.9% | +10.4% | -9.5% | -2.3% |
| 30D | -6.4% | -4.9% | -1.5% | -5.2% |
| 3M | -13.0% | -29.8% | +16.8% | -3.6% |
| 6M | -34.6% | -16.5% | -18.2% | -32.1% |
| YTD | -23.0% | -10.5% | -12.5% | -22.4% |
| 1Y | +16.0% | -5.3% | +21.3% | +13.9% |
| 3Y | +58.0% | +95.1% | -37.1% | +19.2% |
| 5Y | -7.9% | -12.1% | +4.2% | -15.1% |
| 10Y | +69.9% | +273.2% | -203.3% | +12.2% |
| All | +130.3% | +1,021.0% | -890.7% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling